+208.7%
NXT vs SAN
+258.9%
-50.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -2.9% |
| 7D | +15.1% | +8.7% | +6.4% | +10.6% |
| 30D | +21.8% | -6.5% | +28.3% | +25.3% |
| 3M | +1.6% | -14.2% | +15.8% | +8.6% |
| 6M | -16.7% | +2.7% | -19.4% | -17.3% |
| YTD | +20.4% | +8.9% | +11.5% | +15.6% |
| 1Y | +0.2% | +23.4% | -23.1% | -8.3% |
| 3Y | +208.7% | +257.9% | -49.3% | +53.5% |
| All | +208.7% | +258.9% | -50.2% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling